I have been working with this for hours, no days actually.  I think I have narrowed down the problem to where someone may be able figure it out what is going on, but don't know how to fix it. 
 
When I plug in my Yamaha midi keyboard or go into midi devices and select the Yamaha for output it changes another Cakewalk TTS-1track midi to session drummer.  And then there is no option to re-select Cakewalk.  It still says Cakewalk at the top of the track.
 
It is so frustrating.  Sorry to be such a pain.  I suppose it is something very stupid I am doing.  Your help is much appreciated.
 
Thanks you

Added info on the above problem.  I un-selected keyboard output and that didn't help.  I even discounted the keyboard thinking that the Cakewalk track would go back to cakewalk midi instead of session drummer, but now I can not get it to play the keybaord part anymore.  It keeps playing the part on the drums instead.

 
Did you read my tutorial yet? Sounds like you just need to learn the basics of setting up the in/outs and track parameters. 
 
Are you saying where the dialog boxes are that the midi track  box "O" says TTS-1? 
make note that midi channel 10 is for drums. 
 
 

Known bug... If I remember correctly, it is fixed in latest CbB.
Workaround for older versions - close Sonar (or just the project) and then connect devices/modify MIDI IO preferences.

I didn't read all of your information.  You have some much there my head was swimming.  But, I do admire the hard work that you put into the details.  I read the section about midi.  I think i am doing all of that accordingly.  I have always done this before without any problems.  
 
I have been stuck for 3 days.  I just saw where another fellow posted that it is a known problem.  I will keep at it, and let you know if I can figure it out.  I am pretty darn good at computers, and can usually trouble shoot on my own.  I hate to keep bothering everyone with this.
Thanks

azslow3
Known bug... If I remember correctly, it is fixed in latest CbB.
Workaround for older versions - close Sonar (or just the project) and then connect devices/modify MIDI IO preferences.

azslow3
Known bug... If I remember correctly, it is fixed in latest CbB.
Workaround for older versions - close Sonar (or just the project) and then connect devices/modify MIDI IO preferences.

OK, that would make sense that it is a bug as I have tried everything I can think of.  I am usually pretty good at trouble shooting. I will try the workaround to see if that fixes it.
 
Thanks so much!

Having the midi device connected before opening Sonar does stop the problem of it changing the sounds and going to session drummer on the other TTS-1 midi track.
 
But, now when I insert a new softsynth I get no output for the new track.  I tried putting the track into record, and actually running record with the track enabled to record, and it is not going into record, nothing showing on meters.
 
Maybe time for Pro Tools. I hate to say that as I have always been a Windows guy.  Any more help much appreciated.
Thanks

As a test, i started a new project with the basic template.  The midi track came up automatically.  I play the keyboard and it plays and recorded the first time.  It plays back on the Keyboard.  Outputs available are Portable Grand 1, cakewalk TTs-1-1, Tube, New drum map
 
I inserted a soft synth of Cakewalk tts-1 and it does not work, but the midi track above still receives and plays back signal.  
 
I noticed that the only outputs available are Master, metronome, and preview
 
 

fads
As a test, i started a new project with the basic template.  The midi track came up automatically.  I play the keyboard and it plays and recorded the first time.  It plays back on the Keyboard.  Outputs available are Portable Grand 1, cakewalk TTs-1-1, Tube, New drum map
 
I inserted a soft synth of Cakewalk tts-1 and it does not work, but the midi track above still receives and plays back signal.  
 
I noticed that the only outputs available are Master, metronome, and preview

That is a bit confusing...
"Portable Grand 1, TTS-1, ... New drum map" are MIDI outputs. The first one is hardware, other software.
"Master, Metronome, Preview" are Audio outputs. All 3 are buses, do you have Audio hardware configured?
 
You can not mix audio and MIDI in Sonar, a track is MIDI or Audio, and its output always has corresponding type. An "Instrument track" is visual aggregation of 2 tracks, MIDI (Input from something, output to softsynth) + Audio (input from that softsynth,  output to something). ProTools from what I know also has strict track types. You will need REAPER to have more freedom in routing (but it can be too much freedom in your case... up to 16 independent MIDI buses (so 16 channels each) + up to 64 audio channels, all in a single track...).
 
Have you checked settings in the "Insert instrument dialog?". These settings specify which tracks are created. They can be remembered. It is easy to create a synth without input/output. Sonar schema for MIDI is:
* (MIDI input) -> MIDI track -> (MIDI output)
* (MIDI track) -> Software synth -> (audio track)
I mean you can not have soft synth with input directly from device or output directly to bus. Soft synth always need at least 2 tracks, one MIDI and one Audio.
Mentioned dialog allows you to insert a synth without corresponding tracks.